Härdle, Wolfgang, 1953-
Härdle, Wolfgang.
Härdle, Wolfgang Karl 1953-
Härdle, W.
Härdle, Wolfgang (Wolfgang Karl)
Härdle, Wolfgang Karl
Wolfgang Härdle deutscher Statistiker und Hochschullehrer
Härdle, Wolfgang K.
VIAF ID: 39441475 ( Personal )
Permalink: http://viaf.org/viaf/39441475
Preferred Forms
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- 100 1 _ ‡a Härdle, Wolfgang
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- 100 1 _ ‡a Härdle, Wolfgang Karl, ‡d 1953-....
- 100 1 _ ‡a Härdle, Wolfgang ‡d 1953-
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- 100 1 _ ‡a Härdle, W.
- 100 1 _ ‡a Härdle, Wolfgang
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- 100 1 _ ‡a Härdle, Wolfgang
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- 100 1 _ ‡a Härdle, Wolfgang Karl ‡d 1953-
- 100 1 _ ‡a Härdle, Wolfgang, ‡d 1953-
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- 100 0 _ ‡a Wolfgang Härdle ‡c deutscher Statistiker und Hochschullehrer
4xx's: Alternate Name Forms (32)
5xx's: Related Names (22)
- 510 2 _ ‡a Center for Operations Research and Econometrics
- 551 _ _ ‡a Darmstadt ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Goethe-Universität Frankfurt am Main ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Guoli-Jiaotong-Daxue ‡g Xinzhu ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Heidelberg, Univ
- 510 2 _ ‡a Humboldt-Universität zu Berlin ‡b Institut für Statistik und Ökonometrie ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Humboldt-Universität Berlin / Center for Applied Statistics and Econometrics (CASE)
- 510 2 _ ‡a Humboldt-Universität Berlin / Wirtschaftswissenschaftliche Fakultät
- 510 2 _ ‡a Humboldt-Universität Berlin / Wirtschaftswissenschaftliche Fakultät / Institut für Statistik und Ökonometrie (ISÖ)
- 510 2 _ ‡a Humboldt-Universität Berlin / Wirtschaftswissenschaftliche Fakultät / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse
- 510 2 _ ‡a Humboldt-Universität Berlin / Wirtschaftswissenschaftliche Fakultät / Sonderforschungsbereich 649: Ökonomisches Risiko
- 510 2 _ ‡a Institut für Statistik und Ökonometrie
- 510 2 _ ‡a Jiao tong da xue ‡g Schanghai ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Rheinische Friedrich-Wilhelms-Universität Bonn ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Singapore Management University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Springer Science+Business Media
- 510 2 _ ‡a Université catholique de Louvain ‡b Center for Operations Research and Econometrics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Bonn
- 510 2 _ ‡a Universität Frankfurt am Main
- 510 2 _ ‡a Univerzita Karlova ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Univerzita Karlova ‡b Matematicko-fyzikální fakulta ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Xia men da xue ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Applied multivariate statistical analysis | |
Applied nonparametric regression | |
Applied quantitative finance | |
Backtesting Beyond VaR | |
Bandwidth choice for density derivatives | |
Basics of Modern Mathematical Statistics : Exercises and Solutions | |
Bootstrap methods for time series | |
Common factors governing VDAX movements and the maximum loss | |
Confidence corridors for multivariate generalized quantile regression | |
Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009 | |
Cross section engel curves over time | |
Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap | |
Einführung in die Statistik der Finanzmärkte | |
Empirical evidence on the law of demand | |
Empirical Likelihood-based Dimension Reduction Inference for Linear Error-in-Responses Models with Validation Study | |
Estimating probabilities of default with support vector machines | |
Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration | |
Estimation in an additive model when the components are linked parametrically | |
Exploring credit data | |
Handbook of Big Data Analytics | |
Handbook of computational statistics : concepts and methods | |
Handbook of data visualization | |
How Precise Are Price Distributions Predicted by Implied Binomial Trees? | |
Internet Based Econometric Computing | |
Introduction to Statistics : Using Interactive MM*Stat Elements | |
Measuring risk in complex stochastic systems | |
A Microeconomic Explanation of the EPK Paradox | |
Multivariate Factorisable Sparse Asymmetric Least Squares Regression | |
n83028714 | |
Nonparametric and semiparametric models | |
Nonparametric Estimation in a Stochastic Volatility Model | |
Nonparametric Risk Management with Generalized Hyperbolic Distributions | |
On bootstrapping Kernel spectral estimates | |
On jackknifing kernel regression function estimators, 1983: | |
Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator | |
Partially linear models, 2000: | |
Principal Component Analysis in an Asymmetric Norm | |
Prognose mit nichtparametrischen Verfahren | |
Quantile Regression in Risk Calibration | |
Reference Dependent Preferences and the EPK Puzzle | |
Robust and nonlinear time series analysis, 1984: | |
Robust Estimation of Dimension Reduction Space | |
Semiparametric Diffusion Estimation and Application to a Stock Market Index | |
Smoothing techniques : with implementation in S | |
Statistical Methods for Biostatistics and Related Fields | |
Statistical Theory and Computational Aspects of Smoothing : Proceedings of the COMPSTAT ’94 Satellite Meeting held in Semmering, Austria, 27-28 August 1994 | |
Statistical tools for finance and insurance | |
Statistics of financial markets, c2010: | |
Structural adaptive models in financial econometrics | |
Structural tests in additive regression | |
Support Vector Regression Based GARCH Model withApplication to Forecasting Volatility of Financial Returns | |
Tail Event Driven Networks of SIFIs | |
three dimensions of multimedia teaching of statistics | |
Time inhomogeneous multiple volatility modelling | |
Uniform confidence bands for pricing kernels | |
Verhalten des EUROSID beim 90347-Seitenaufprall im Vergleich zu PMTO sowie US-SID, HYBRID II und APROD | |
Wavelets, approximation, and statistical applications | |
XploRe : an interactive statistical computing environment | |
XploRe — Learning Guide | |
統計解析環境XploRe : ラーニングガイド |